-66.9%
CPNG vs GLDM
+134.4%
-201.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +13.4% | +4.7% | +8.7% | +12.1% |
| 30D | +10.0% | -0.9% | +10.9% | +10.2% |
| 3M | -0.4% | -4.3% | +3.9% | +0.6% |
| 6M | -8.9% | -13.4% | +4.5% | -6.3% |
| YTD | -30.9% | -5.8% | -25.1% | -30.1% |
| 1Y | -43.8% | +2.1% | -45.9% | -44.2% |
| 3Y | -2.5% | +105.0% | -107.5% | -18.4% |
| 5Y | -45.6% | +122.5% | -168.1% | -57.0% |
| All | -66.9% | +134.4% | -201.4% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling